Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.80% | 99.42 % | 100.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,452 CHF | 250,452 CHF | 100.00% | 100.00% |
15/05/2024 | 0.81% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,393 CHF | 249,393 CHF | 100.00% | 100.00% |
14/05/2024 | 0.81% | 98.84 % | 99.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,003 CHF | 249,003 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 98.98 % | 99.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,511 CHF | 249,511 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.05 % | 99.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,637 CHF | 249,637 CHF | 100.00% | 100.00% |
08/05/2024 | 0.81% | 98.91 % | 99.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,132 CHF | 249,132 CHF | 100.00% | 100.00% |
07/05/2024 | 0.81% | 98.74 % | 99.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,635 CHF | 248,635 CHF | 100.00% | 100.00% |
06/05/2024 | 0.81% | 98.56 % | 99.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,365 CHF | 248,365 CHF | 100.00% | 100.00% |
03/05/2024 | 0.81% | 98.40 % | 99.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,020 CHF | 248,020 CHF | 99.10% | 99.10% |
02/05/2024 | 0.81% | 98.35 % | 99.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,126 CHF | 248,126 CHF | 100.00% | 100.00% |